Tyler Brough
Associate Professor of Data Analytics at Utah State University
- Role
- Research Director at Analytics Solutions Center
- Location
- Logan, UT, US
- LinkedIn followers
- 500 followers
About Tyler Brough
Financial economist specializing in market microstructure, asset pricing, computational finance and applied econometrics. I have strong data analysis and econometric skills, as well as substantial programming skills. I am proficient in UNIX/Linux, Python, C/C++, R, MATLAB, and SAS. I have experience managing financial data, especially high frequency transactions data, in both professional and academic settings.Specialties: Market microstructure, asset pricing, applied econometrics, and computational methods.
Experience
Research Director
Jul 2020 — Present
Education
Gies College of Business - University of Illinois Urbana-Champaign
M.S., Finance
2003 — 2004
University of Arizona - Eller College of Management
Ph.D., Finance
2005 — 2010
Brigham Young University
B.S., Economics
1998 — 2000
Skills
- C++
- Econometrics
- Computational Finance
- Bayesian Methods
- Derivatives
- Monte Carlo Simulation
- Python
- Market Microstructure
- R
- Valuation
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